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Fair Value of Financial Instruments - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands | Jun. 30, 2018 | Dec. 31, 2017
--- | --- | ---
Assets carried at fair value |  |
Investment securities available for sale | $ 1,290,015 | $ 1,413,081
Level 3 |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 53,737 | 51,212
Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 169,197 | 87,153
Investments in unconsolidated entities | 45,152 | 42,823
Total | 10,860,267 | 11,210,579
Liabilities carried at fair value |  |
Total | 8,838,841 | 9,189,459
Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 10,543 | 10,101
Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 1,101,344 | 1,169,536
Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 54,057 | 102,125
Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 134,614 | 141,420
Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 9,345,360 | 9,657,421
Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 8,838,841 | 9,189,459
Fair Value, Measurements, Recurring | Level 1 |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 0 | 0
Investments in unconsolidated entities | 0 | 0
Total | 0 | 0
Liabilities carried at fair value |  |
Total | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Fair Value, Measurements, Recurring | Level 2 |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 0 | 0
Investments in unconsolidated entities | 0 | 0
Total | 1,250,424 | 1,375,260
Liabilities carried at fair value |  |
Total | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 10,543 | 10,101
Fair Value, Measurements, Recurring | Level 2 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 1,101,344 | 1,169,536
Fair Value, Measurements, Recurring | Level 2 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 54,057 | 102,125
Fair Value, Measurements, Recurring | Level 2 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 84,480 | 93,498
Fair Value, Measurements, Recurring | Level 2 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Fair Value, Measurements, Recurring | Level 3 |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 169,197 | 87,153
Investments in unconsolidated entities | 45,152 | 42,823
Total | 9,609,843 | 9,835,319
Liabilities carried at fair value |  |
Total | 8,838,841 | 9,189,459
Fair Value, Measurements, Recurring | Level 3 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 50,134 | 47,922
Fair Value, Measurements, Recurring | Level 3 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 9,345,360 | 9,657,421
Fair Value, Measurements, Recurring | Level 3 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | $ 8,838,841 | $ 9,189,459

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